+101.3%
HIMS vs REPL
+79.4%
+21.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.2% |
| 7D | -18.0% | +9.8% | -27.8% | -18.5% |
| 30D | -33.6% | +81.5% | -115.1% | -36.1% |
| 3M | -34.2% | +44.2% | -78.4% | -35.9% |
| 6M | -21.2% | +437.4% | -458.6% | -32.3% |
| YTD | -39.2% | +126.1% | -165.4% | -47.0% |
| 1Y | -49.4% | +143.1% | -192.6% | -56.1% |
| 3Y | +189.7% | +97.8% | +91.9% | +103.8% |
| 5Y | +166.6% | -34.3% | +200.9% | +106.0% |
| All | +101.3% | +79.4% | +21.9% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling